BNP Paribas Put 90 ALC 21.03.2025
/ DE000PC7YPJ2
BNP Paribas Put 90 ALC 21.03.2025/ DE000PC7YPJ2 /
| 10/8/2024 4:21:08 PM |
Chg.+0.030 |
Bid4:48:17 PM |
Ask4:48:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
+2.94% |
-
Bid Size: - |
-
Ask Size: - |
ALCON N |
90.00 CHF |
3/21/2025 |
Put |
Master data
| WKN: |
PC7YPJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ALCON N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
0.90 |
| Time value: |
0.14 |
| Break-even: |
85.59 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.97% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-5.61 |
| Rho: |
-0.31 |
Quote data
| Open: |
1.140 |
| High: |
1.140 |
| Low: |
1.050 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.70% |
| 1 Month |
|
|
-16.00% |
| 3 Months |
|
|
-11.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.920 |
| 1M High / 1M Low: |
1.130 |
0.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.956 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.983 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
